Senior Consultant - Quantitative Finance (IRRBB and Liquidity)

Position Overview:

Join our esteemed team at KPMG as an IRRBB & Liquidity Analyst. In this role, you'll be at the forefront of providing top-notch advisory services to our clients, assisting them in effectively managing interest rate risk and liquidity risk within their banking books. This position offers an exciting opportunity to work with a dynamic team of professionals, leveraging your expertise to deliver innovative solutions and strategic insights to our clients.

Key Responsibilities:

Risk Assessment and Analysis:

Conduct comprehensive assessments of interest rate risk and liquidity risk exposures for our clients' banking books.
Utilize advanced quantitative models and methodologies to analyze risk metrics, scenarios, and stress testing results.
Provide valuable insights and recommendations to help clients optimize their risk management strategies and enhance their overall risk-return profile.

Model Development and Validation:

Collaborate with our multidisciplinary team to develop and validate robust risk models tailored to our clients' specific needs.
Conduct thorough model validation exercises, ensuring accuracy, reliability, and compliance with regulatory standards.
Stay updated on the latest industry trends and regulatory developments related to IRRBB and liquidity risk modeling.

Advisory and Client Engagement:

Engage directly with clients to understand their unique risk management challenges and objectives.
Deliver tailored advisory services and solutions, ranging from risk assessments to the development of risk management frameworks and policies.
Build strong, trusted relationships with clients, serving as a reliable advisor and thought leader in the field of IRRBB and liquidity risk management.

Regulatory Compliance and Reporting:

Assist clients in ensuring compliance with regulatory requirements, including Basel III guidelines and other relevant regulations.
Prepare comprehensive reports and presentations for clients, highlighting key risk findings, metrics, and mitigation strategies.
Provide guidance and support during regulatory examinations and audits, helping clients navigate complex regulatory landscapes with confidence.

Thought Leadership and Industry Insights:

Contribute to thought leadership initiatives and industry publications on topics related to IRRBB, liquidity risk, and treasury management.
Stay actively involved in industry forums, conferences, and working groups, sharing insights and best practices with peers and clients.
Continuously enhance your expertise through ongoing learning and professional development opportunities.

Qualifications and Skills:

Master degree in Finance, Economics, Mathematics, Statistics, or a related field.
Solid experience in risk management, treasury, or financial advisory services within the banking or financial services sector.
Strong quantitative skills with proficiency in statistical analysis, financial modeling, and risk measurement techniques.
Knowledge of regulatory requirements and industry standards governing IRRBB and liquidity risk management.
Excellent communication and presentation skills, with the ability to convey complex concepts to diverse audiences.
Proven ability to collaborate effectively in a team environment, as well as independently manage projects and deliverables.
Professional certifications such as FRM, CFA, or related credentials would be advantageous.

What we provide:

Be part of a young, dynamic, motivated and growing team.
Gain experience in a client facing role in Hungary, and internationally in neighboring countries, Western Europe, and the USA.
Get to know the most exciting projects in the financial sectors.
Grow and learn with the help of our extended professional and soft skill training programs.
Enjoy flexible working options - hybrid working model with one obligatory day in the office, and with a choice to decide whether to work from home of from the office for the rest of the week
Benefit from a competitive remuneration package.

Join our team at KPMG and make a meaningful impact in shaping the future of risk and treasury management for our clients. Apply now to embark on an exciting journey of professional growth and excellence!